WCG200 and xbox live

Can anyone help me becuase I have a Linksys WCG200 and I am trying to connect to xbox live with an ethernet cord in one of the ports but when I get to the xbox live connection screen it says network error, could not connect to xbox live and it talks about changing the MTU size but there is no option to do that on the router page. If anyone has suggestions or another way of doing this please tell me.